Regularity properties of tug-of-war games and normalized equations
PublisherUniversity of Jyväskylä
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- Väitöskirjat 
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Arroyo Garcia, Angel; Luiro, Hannes; Parviainen, Mikko; Ruosteenoja, Eero (Springer, 2020)We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in Ω ⊂ ℝn. The method of the proof is based on a game-theoretic idea to estimate the value of a related ...
Heino, Joonas (University of Jyväskylä, 2018)This thesis studies local and global regularity properties of a stochastic two-player zero-sum game called tug-of-war. In particular, we study value functions of the game locally as well as globally, that is, close to ...
Heino, Joonas (International Statistical Institute; Bernoulli Society for Mathematical Statistics and Probability, 2018)We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for ...
Attouchi, Amal; Luiro, Hannes; Parviainen, Mikko (Society for Industrial and Applied Mathematics, 2021)We define a random step size tug-of-war game and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the ...
Arroyo, Ángel; Parviainen, Mikko (EDP Sciences, 2020)We obtain an asymptotic Hölder estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the ...